everything.study
6.264

Queues: Theory and Applications

Graduate · Historical course

Spring 2006

Topics

  • Fundamental Insights: The M/M/s Type Systems
  • Little’s Law and Generalizations
  • Distributional Laws
  • Conservation Laws
  • PASTA
  • Systems with No Overtaking: Exact Solutions
  • Systems with No Overtaking: Asymptotic Solutions
  • Priority, Polling Systems
  • Multiserver Queues
  • Queues in Halfin-Whitt Regime
  • Open Jackson Networks
  • Closed Jackson Networks
  • Multiclass Networks
  • Adversarial Queueing Networks I
  • Adversarial Queueing Networks II
  • Transient Behavior of Queueing Systems
  • Fluid Models of Queueing Systems I
  • Fluid Models of Queueing Systems II
  • Stability of Queueing Networks
  • Optimization of Queueing Systems
  • Optimization of Multiclass Networks and Fluid Models
  • Queues in Heavy Traffic
  • Multiclass Networks in Heavy Traffic
  • Long Range Dependence
  • Large Deviations and Queues

Readings

  • Notes by Prof. Dimitris Bertsimas are used in lieu of a textbook.
    Required
  • Halfin, Shlomo, and Ward Whitt. “Heavy-Traffic Limits for Queues with Many Exponential Servers.” Operations Research 29, no. 3 (1981): 567-588.
    Listed reading
  • Kleinrock, Leonard. Queueing Systems . New York, NY: John Wiley & Sons, 1975-1976. ISBN: 0471491101.
    Listed reading
  • Kelly, Frank P. Reversibility and Stochastic Networks . New York, NY: John Wiley & Sons, 1979. ISBN: 0471276014.
    Listed reading
  • Chen, Hong, and David Yao. Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization . New York, NY: Springer-Verlag, 2001. ISBN: 0387951660.
    Listed reading
  • LEC #: 1 · TOPICS: Fundamental Insights: The M/M/s Type Systems · READINGS: Chapter 1
    Reading assignment
  • LEC #: 2 · TOPICS: Little’s Law and Generalizations · READINGS: Chapter 2
    Reading assignment
  • LEC #: 3 · TOPICS: Distributional Laws · READINGS: Chapter 2
    Reading assignment
  • LEC #: 4 · TOPICS: Conservation Laws · READINGS: Chapter 2
    Reading assignment
  • LEC #: 5 · TOPICS: PASTA · READINGS: Chapter 2
    Reading assignment
  • LEC #: 6 · TOPICS: Systems with No Overtaking: Exact Solutions · READINGS: Chapter 3
    Reading assignment
  • LEC #: 7 · TOPICS: Systems with No Overtaking: Asymptotic Solutions · READINGS: Chapter 3
    Reading assignment
  • LEC #: 8 · TOPICS: Priority, Polling Systems · READINGS: Chapter 3
    Reading assignment
  • LEC #: 9 · TOPICS: Multiserver Queues · READINGS: Chapter 4
    Reading assignment
  • LEC #: 11 · TOPICS: Open Jackson Networks · READINGS: Chapter 5
    Reading assignment
  • LEC #: 12 · TOPICS: Closed Jackson Networks · READINGS: Chapter 5
    Reading assignment
  • LEC #: 13 · TOPICS: Multiclass Networks · READINGS: Chapter 6
    Reading assignment
  • LEC #: 14 · TOPICS: Adversarial Queueing Networks I · READINGS: Papers
    Reading assignment
  • LEC #: 15 · TOPICS: Adversarial Queueing Networks II · READINGS: Papers
    Reading assignment
  • LEC #: 16 · TOPICS: Transient Behavior of Queueing Systems · READINGS: Chapter 7
    Reading assignment
  • LEC #: 17 · TOPICS: Fluid Models of Queueing Systems I · READINGS: Papers and Notes
    Reading assignment
  • LEC #: 18 · TOPICS: Fluid Models of Queueing Systems II · READINGS: Papers and Notes
    Reading assignment
  • LEC #: 19 · TOPICS: Stability of Queueing Networks · READINGS: Chapter 8
    Reading assignment
  • LEC #: 20 · TOPICS: Optimization of Queueing Systems · READINGS: Chapter 9
    Reading assignment
  • LEC #: 21 · TOPICS: Optimization of Multiclass Networks and Fluid Models · READINGS: Chapter 10
    Reading assignment
  • LEC #: 22 · TOPICS: Queues in Heavy Traffic · READINGS: Chapter 11
    Reading assignment
  • LEC #: 23 · TOPICS: Multiclass Networks in Heavy Traffic · READINGS: Chapter 11
    Reading assignment
  • LEC #: 24 · TOPICS: Long Range Dependence · READINGS: Notes
    Reading assignment
  • LEC #: 25 · TOPICS: Large Deviations and Queues · READINGS: Chapter 13
    Reading assignment
Sources